From 024342ce12b42eab156ae56784981349a36e5967 Mon Sep 17 00:00:00 2001 From: Victor Grau Serrat Date: Tue, 12 Dec 2017 16:56:29 -0700 Subject: [PATCH] BUG: fix of bug from commit ce085e01ecb92375dd14ce552644280f2792f738 --- catalyst/curate/poloniex.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/catalyst/curate/poloniex.py b/catalyst/curate/poloniex.py index d09afcc6..824b5e58 100644 --- a/catalyst/curate/poloniex.py +++ b/catalyst/curate/poloniex.py @@ -261,7 +261,7 @@ class PoloniexCurator(object): vol = df['total'].to_frame('volume') # set Vol aside df.drop('total', axis=1, inplace=True) # Drop volume data ohlc = df.resample('T').ohlc() # Resample OHLC 1min - ohlc.cols = ohlc.cols.map(lambda t: t[1]) # Raname cols + ohlc.columns = ohlc.columns.map(lambda t: t[1]) # Rename cols closes = ohlc['close'].fillna(method='pad') # Pad fwd missing close ohlc = ohlc.apply(lambda x: x.fillna(closes)) # Fill NA w/ last close vol = vol.resample('T').sum().fillna(0) # Add volumes by bin